增加通用期货策略动作并修正组合净值

2026-08-25 17:10:17 +08:00
parent 90da7f8a21
commit c284cc191e
5 changed files with 408 additions and 15 deletions
@@ -363,6 +363,14 @@ pub struct FuturesExecutionReport {
 }

 impl FuturesContractSpec {
+    pub fn unresolved() -> Self {
+        Self {
+            contract_multiplier: f64::NAN,
+            long_margin_rate: f64::NAN,
+            short_margin_rate: f64::NAN,
+        }
+    }
+
    pub fn new(contract_multiplier: f64, long_margin_rate: f64, short_margin_rate: f64) -> Self {
        Self {
            contract_multiplier: contract_multiplier.max(1.0),
@@ -377,6 +385,15 @@ impl FuturesContractSpec {
            FuturesDirection::Short => self.short_margin_rate,
        }
    }
+
+    pub fn is_resolved(&self) -> bool {
+        self.contract_multiplier.is_finite()
+            && self.contract_multiplier > 0.0
+            && self.long_margin_rate.is_finite()
+            && self.long_margin_rate >= 0.0
+            && self.short_margin_rate.is_finite()
+            && self.short_margin_rate >= 0.0
+    }
 }

 #[derive(Debug, Clone)]